Rapport Backtest

Stratégie · RsiOversold   |   Ticker · MSFT   |   2015-01-02 → 2025-10-31
Capital Final 21,080.54 €
P&L +11080.54 € (+110.81%)
Total Trades 12
Max Drawdown 9.61%
Sharpe
0.94
Sortino
0.78
Calmar
0.74

Equity Curve

Underwater Curve

Performance

CAGR7.14%
Ulcer Index0.02
Expectancy904.43

Trades Overview

Total12 Win Rate100.00%
Profit Factorinf Payoff Ratio904.43

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-01-28 05:00:00 2015-04-27 04:00:00 Long 15 36.52 40.54 329.44 11.00% 88
2015-06-30 04:00:00 2015-10-26 04:00:00 Long 15 38.71 45.67 556.27 17.96% 118
2016-01-08 05:00:00 2016-08-08 04:00:00 Long 15 45.96 51.53 395.44 12.12% 212
2016-09-12 04:00:00 2017-01-30 05:00:00 Long 15 50.16 59.07 596.87 17.76% 140
2018-02-09 05:00:00 2018-07-26 04:00:00 Long 15 79.56 102.73 1042.66 29.12% 166
2018-10-11 04:00:00 2019-03-19 04:00:00 Long 15 98.38 110.90 488.50 12.73% 159
2019-06-04 04:00:00 2019-11-26 05:00:00 Long 15 114.65 143.69 1016.15 25.32% 175
2020-02-28 05:00:00 2021-07-06 04:00:00 Long 15 145.45 267.97 3430.46 84.23% 493
2021-09-29 04:00:00 2021-10-29 04:00:00 Long 15 276.01 312.89 700.76 13.36% 30
2022-01-06 05:00:00 2023-11-17 05:00:00 Long 15 303.72 367.95 1156.25 21.15% 680
2024-04-19 04:00:00 2024-07-08 04:00:00 Long 15 399.78 461.15 859.19 15.35% 80
2024-07-25 04:00:00 2025-05-13 04:00:00 Long 15 425.05 445.13 281.12 4.72% 292